I am sorry that sobriety is not seeming to be a good experience for you. I don't know what to say and have no advice to offer but want to offer hope and hugs and ask you to hang on and don't drink. Have you seen a doctor (or shrink) for your depression? Sounds like serious depression to me. I manage my depression with sertraline and it's helping me a lot. Maybe see about medication for your depression. No one should have to live with depression that bad, there are ways to alleviate it.
I also see an addiction counselor once a week and it helps in all aspects of my life, not just staying sober. Maybe seeing a counselor would give you some new insights and could help relieve your depression.
I do know that drinking makes depression worse, and, of course, gives you more to be depressed about. I hope you don't go get alcohol. Remember, there's nothing so bad that drinking can't make it worse.